avi : use VirtualDub to go in the movie, mark beginning & end (arrow/keyframes) of the part you want then save as a new avi ["direct stream copy" mode for both audio & video]
you'll find tutos on the web (btw, I always only split *after* I've reencoded the audio, to avoit time lag desynch after splitting)
- mpg : use TMPGEnc, File>mpg tools, frames by frames or time to mark beginning & end.
- wmv : the most boring format : Asftools, only time thing, better to know exactly when to cut.
tutos on web for all.
cheers